Preheat the oven to 350 degrees. Cut the crusts off the bread and cut into 1/2-inch slices. In a saucepan, heat the half-and-half, cream, salt, and vanilla bean over medium heat, stirring occasionally to make sure the mixture doesn't burn or stick to the bottom of the pan. When the cream mixture reaches a fast simmer (do not let it boil), turn off the heat. Set aside to infuse 10 to 15 minutes. In a large mixing bowl, whisk the eggs and sugar together. Whisking constantly, gradually add the hot cream mixture. Strain into a large bowl to smooth the mixture and remove the vanilla bean.
In the bottom of a baking dish, place a layer of bread slices. Pour half the custard over the slices and let soak 15 minutes. Meanwhile lay the other half of the slices in another pan. Pour the remaining custard over the bread to soak it. Spread the marmalade over the soaked bread in the baking dish then cover it with the other soaked bread slices.
Arrange the pudding in a hot water bath. Bake until just set and very light golden brown on top, about 30 to 35 minutes. Dust with confectioners' sugar and broil until sugar is slightly caramelized. Serve warm or chilled.